See Also

• [Multi angle] Forward and backward simulation of Euler scheme / Author of the conference Gobet, Emmanuel.
• [Multi angle] Stochastic variational inequalities for random mechanics / Author of the conference Mertz, Laurent.
• [Multi angle] Mean field type control with congestion / Author of the conference Laurière, Mathieu.
• [Multi angle] On the discretization of some nonlinear Fokker-Planck-Kolmogorov equations and applications / Author of the conference Silva Álvarez, Francisco José.
• [Multi angle] Project evaluation under uncertainty / Author of the conference Zubelli, Jorge P..
• [Multi angle] Some asymptotic results about American options and volativity / Author of the conference De Marco, Stefano.
• [Multi angle] Projected particle methods for solving McKean Vlasov SDEs / Author of the conference Belomestny, Denis.
• [Multi angle] Splitting algorithm for nested events / Author of the conference Goudenège, Ludovic.
• [Multi angle] Lecture 2: Introduction to HPC - MPI: design of parallel program and MPI / Author of the conference Lelong, Jérôme.
• [Multi angle] Lecture 1: Introduction to HPC, random generation, and OpenMP / Author of the conference Lelong, Jérôme.
• [Post-edited] Numerical methods for mean field games - Lecture 2: Monotone finite difference schemes / Author of the conference Achdou, Yves.
• [Multi angle] Numerical methods for mean field games - Lecture 3: Variational MFG and related algorithms for solving the discrete system of nonlinear equations / Author of the conference Achdou, Yves.
• [Multi angle] Numerical methods for mean field games - Lecture 1: Introduction to the system of PDEs and its interpretation. Uniqueness of classical solutions / Author of the conference Achdou, Yves.
• [Multi angle] Metamodels for uncertainty quantification and reliability analysis / Author of the conference Marelli, Stefano.
• [Multi angle] Global sensitivity analysis in stochastic systems / Author of the conference Le Maître, Olivier.
• [Multi angle] Subsurface flow with uncertainty : applications and numerical analysis issues / Author of the conference Charrier, Julia.
• [Multi angle] Dynamic formulations of optimal transportation and variational MFGs / Author of the conference Benamou, Jean-David.
• [Multi angle] Least squares regression Monte Carlo for approximating BSDES and semilinear PDES / Author of the conference Turkedjiev, Plamen.
• [Multi angle] Bandits in auctions (& more) / Author of the conference Perchet, Vianney.
• [Multi angle] Multilevel and multi-index sampling methods with applications - Lecture 2: Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation / Author of the conference Tempone, Raul.
• [Multi angle] Multilevel and multi-index sampling methods with applications - Lecture 1: Adaptive strategies for Multilevel Monte Carlo / Author of the conference Tempone, Raul.
• [Multi angle] Model-free control and deep learning / Author of the conference Bellemare, Marc.
• [Multi angle] Optimal vector quantization: from signal processing to clustering and numerical probability / Author of the conference Pagès, Gilles.
• [Multi angle] The Metropolis Hastings algorithm: introduction and optimal scaling of the transient phase / Author of the conference Jourdain, Benjamin.
• [Multi angle] Branching for PDEs / Author of the conference Warin, Xavier.
• [Multi angle] On the interplay between kinetic theory and game theory / Author of the conference Degond, Pierre.
• [Multi angle] Cubature methods and applications / Author of the conference Crisan, Dan.
• [Multi angle] Capacity expansion games with application to competition in power generation investments / Author of the conference Aïd, René.
• [Multi angle] An introduction to BSDE / Author of the conference Imkeller, Peter.
• [Multi angle] Mean field games with major and minor players / Author of the conference Carmona, René.

Antonelli, F., & Kohatsu-Higa, A. (2002). Rate of convergence of a particle method to the solution of the McKean-Vlasov equation. The Annals of Applied Probability, 12(2), 423-476 - http://dx.doi.org/10.1214/aoap/1026915611


Bernardin, F., Bossy, M., Chauvin, C., Jabir, J.-F., & Rousseau, A. (2010). Stochastic Lagrangian method for downscaling problems in computational fluid dynamics. ESAIM: Mathematical Modelling and Numerical Analysis, 44(5), 885-920 - http://dx.doi.org/10.1051/m2an/2010046


Bossy, M., Espina, J., Moricel, J., Paris, C., & Rousseau, A. (2016). Modeling the wind circulation around mills with a Lagrangian stochastic approach. SMAI Journal of computational mathematics, 2, 177-214 - http://dx.doi.org/10.5802/smai-jcm.13


Bossy, M., & Jabir, J.-F. (2015). Lagrangian stochastic models with specular boundary condition. Journal of Functional Analysis, 268(6), 1309-1381 - http://dx.doi.org/10.1016/j.jfa.2014.11.016


Bossy, M., Fontbona, J., Jabin, P.-E., & Jabir, J.-F. (2013). Local existence of analytical solutions to an incompressible Lagrangian stochastic model in a periodic domain. Communications in Partial Differential Equations, 38(7-9), 1141-1182 - http://dx.doi.org/10.1080/03605302.2013.786727


Bossy, M., & Jabir, J.-F. (2011). On confined McKean Langevin processes satisfying the mean no-permeability boundary condition. Stochastic Processes and their Applications, 121(12), 2751-2775 - http://dx.doi.org/10.1016/j.spa.2011.07.006


Durbin, P.A., & Speziale, C.G. (1994). Realizability of second-moment closure via stochastic analysis. Journal of Fluid Mechanics, 280, 395-407 - http://dx.doi.org/10.1017/S0022112094002983


Jourdain, B., & Méléard, S. (1998). Propagation of chaos and fluctuations for a moderate model with smooth initial data. Annales de l'Institut Henri Poincaré. Probabilités et Statistiques, 34(6), 727-766 - http://dx.doi.org/10.1016/S0246-0203(99)80002-8


Minier, J.-P., & Pozorski, J. (1999). Wall-boundary conditions in probability density function methods and application to a turbulent channel flow. Physics of Fluids, 11(9), 2632-2644 - http://dx.doi.org/10.1063/1.870125


Pope, S.B. (1994). Lagrangian PDF methods for turbulent flows. Annual Review of Fluid Mechanics, 26, 23-63 - https://doi.org/10.1146/annurev.fl.26.010194.000323